No game music has ever scared he crap out of me as Shadow of the Beast. Just turn on that music and let it flow through your soul.
This was the first game I ever experienced bosses larger than the screen itself. Combined with the scary music and the feeling of being utterly small and defenseless, it would take me several years before I had the courage to play this game to the end.
I remember this game actually giving me nightmares. I was afraid of the floppy discs as they beamed of evil. I'm glad to say, that those things pass with time, even if I still think that The Shining is a very scary movie.